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Phillips, Peter C. B.
37
Yu, Jun
17
Koop, Gary
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Gouriéroux, Christian
15
Linton, Oliver
15
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14
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14
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14
Aït-Sahalia, Yacine
12
Granger, C. W. J.
12
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12
Schmidt, Peter
12
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11
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Xiao, Zhijie
11
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10
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10
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10
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9
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9
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9
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9
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9
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9
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9
Baltagi, Badi H.
8
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8
Chen, Xiaohong
8
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8
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8
Kumbhakar, Subal
8
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8
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8
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Journal of econometrics
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2,165
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1,779
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1,657
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1,533
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1,516
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1,488
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1
Making a match : combining
theory
and evidence in policy-oriented macroeconomic modeling
Kapetanios, George
;
Pagan, Adrian R.
;
Scott, Andrew
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 565-594
Persistent link: https://www.econbiz.de/10003412676
Saved in:
2
Modeling frailty-correlated defaults using many macroeconomic covariates
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 312-325
Persistent link: https://www.econbiz.de/10009270628
Saved in:
3
Trending time series and macroeconomic activity : some present and future challenges
Phillips, Peter C. B.
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 21-27
Persistent link: https://www.econbiz.de/10001546133
Saved in:
4
Structural estimation of jump-diffusion processes in macroeconomics
Posch, Olaf
- In:
Journal of econometrics
153
(
2009
)
2
,
pp. 196-210
Persistent link: https://www.econbiz.de/10003920299
Saved in:
5
Testable implications of affine term structure models
Hamilton, James D.
;
Wu, Jing Cynthia
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 231-242
Persistent link: https://www.econbiz.de/10010256167
Saved in:
6
The econometrics of macroeconomics, finance and the interface : [This issue is based on two international conferences held in 2003]
Diebold, Francis X.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003298555
Saved in:
7
Some causal lessons from macroeconomics
Hoover, Kevin D.
- In:
Journal of econometrics
112
(
2003
)
1
,
pp. 121-125
Persistent link: https://www.econbiz.de/10001715863
Saved in:
8
Forecasting and empirical methods in finance and macroeconomics
Diebold, Francis X.
(
contributor
)
- In:
Journal of econometrics
105,1 : Annals of econometrics
(
2001
)
Persistent link: https://www.econbiz.de/10004697104
Saved in:
9
Asymmetries and nonlinearities in dynamic economic models
Burgess, Simon
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000596724
Saved in:
10
A simple way of computing the inverse moments of a non-central chi-square random variable
Xie, Wen Zhi
- In:
Journal of econometrics
37
(
1988
)
3
,
pp. 389-393
Persistent link: https://www.econbiz.de/10003712704
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